Thanks, everyone, for all the interesting replies.
Well, to address some of the posts, I am not really into programming anymore so that would not be an option for me. Therefore, I think it would be great if JRiver did the gadget. This would make it work well, look great and most importantly... BEAT MICROSOFT AT THEIR OWN GAME
Why? Because I have seen some of the sidebar gadgets for WMP and they are truly limited (sorry, no offense to you guys who made them). Also, I like MC and would love this option (it appears that others would also like this). Having a great gadget for Vista might even show up MS so much that MORE people would stop using their player and switch to JRiver MC.
After all, MC had thumbnails and various other similar options long before WMP had them.
As far as other sidebar options, I have used desktopsidebar.com's sidebar but their plugins and program have not been updated for such a long time that I won't even bother. As for Mac/Linux, well.... There is no MC for those OS's so the point is mute.
So, JRiver, lets "stick it to the man" and do a little showing off to MS with a fancy new sidebar gadget that MS does NOT have.